One less cumbersome version of the all solution, at least, is
all(map(operator.eq, mydeque, mylist))
Given the different use-cases for lists and deques, it’s not immediately obvious why you would need to make such comparisons often enough to require direct comparison. (Both types are iterable, but iterables are in general not comparable to each other.)
[1,2,3], (1,2,3), and range(1,4) are unequal to each other because while the contents are equal, and in the same order, one mostly cannot do the same things with each of them. One cannot even add them. The same is largely true of add 3 and deques. One would need a strong reason to special-case this one pair of different sequence objects.